Back to Results
First PageMeta Content
Finance / Volatility / Stochastic volatility / Hull–White model / Mathematical finance / Financial economics / Statistics


Perturbation Methods in Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series on Quantitative Finance The Fields Institute
Add to Reading List

Document Date: 2006-04-28 17:17:33

Open Document

File Size: 765,40 KB

Share Result on Facebook

Company

Cox / Stochastic Volatility Cambridge University Press / Stochastic Volatility Asymptotics SIAM Journal / /

Facility

Quantitative Finance The Fields Institute / NC State University / Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series / /

Organization

Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series / Cambridge University / Fields Institute Toronto / NC State University / Stanford / /

Person

George Papanicolaou / Maturities As / Ronnie Sircar (Princeton) / /

Position

e−rT / /

Technology

Simulation / /

URL

http /

SocialTag